Monetary policy surprises over time
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- Marcello Pericoli & Giovanni Veronese, 2018. "Monetary Policy Surprises over Time," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-60, March.
References listed on IDEAS
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Citations
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Cited by:
- Richhild Moessner, 2018.
"Effects of asset purchases and financial stability measures on term premia in the euro area,"
Applied Economics,
Taylor & Francis Journals, vol. 50(43), pages 4617-4631, September.
- Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," BIS Working Papers 721, Bank for International Settlements.
- Richhild Moessner, 2018. "Effects of asset purchases and financial stability measures on term premia in the euro area," National Institute of Economic and Social Research (NIESR) Discussion Papers 489, National Institute of Economic and Social Research.
- Marco Bottone & Alfonso Rosolia, 2019. "Monetary policy, firms’ inflation expectations and prices: causal evidence from firm-level data," Temi di discussione (Economic working papers) 1218, Bank of Italy, Economic Research and International Relations Area.
- Lemke, Wolfgang & Werner, Thomas, 2017.
"Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme,"
Working Paper Series
2106, European Central Bank.
- Lemke, Wolfgang & Werner, Thomas, 2018. "Dissecting long-term Bund yields in the run-up to the ECB's Public Sector Purchase Programme," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181594, Verein für Socialpolitik / German Economic Association.
- Youngjoon Lee & Soohyon Kim & Ki Young Park, 2019. "Measuring Monetary Policy Surprises Using Text Mining: The Case of Korea," Working Papers 2019-11, Economic Research Institute, Bank of Korea.
More about this item
Keywords
monetary policy surprises; unconventional monetary policy;JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-03-05 (Central Banking)
- NEP-EEC-2017-03-05 (European Economics)
- NEP-MAC-2017-03-05 (Macroeconomics)
- NEP-MON-2017-03-05 (Monetary Economics)
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